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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.66 pct
April 17, 2017 / 11:02 AM / 8 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.66 pct

  Apr 17 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.66 percent on
Monday compared with 6.70 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.31 percent on Monday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(19/05/17)   27.25/28.75    05.15/05.43   06.16/06.44
  2M(19/06/17)   56.00/57.50    05.20/05.34   06.26/06.40
  3M(19/07/17)   83.50/85.50    05.20/05.32   06.39/06.51
  6M(23/10/17)  169.50/171.50   05.14/05.20   06.60/06.66
  1Y(19/04/18)  327.50/329.50   05.08/05.12   06.97/07.00
    Spot rate : 1$ = 64.4053 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

0 : 0
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